barunik/DistributionalForecasts.jl barunik/DistributionalForecasts.jl

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    MIT License
  • Created about 6 years ago
  • Updated over 1 year ago
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barunik/DistributionalForecasts.jl
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barunik

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Repository Details

Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835

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